2.03Open0.60Pre Close1.20K Volume668 Open Interest177.50Strike Price535.69KTurnover54.63%IV0.02%PremiumDec 6, 2024Expiry Date5.47Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9187Delta0.0397Gamma30.72Leverage Ratio-0.4465Theta-0.0023Rho-28.22Eff Leverage0.0105Vega